[R-SIG-Finance] Mean of ticks within a bar??

Brian G. Peterson brian at braverock.com
Tue Aug 2 19:29:07 CEST 2011


On Tue, 2011-08-02 at 19:18 +0200, Ulrich Staudinger wrote:
> Hi Noah,
> 
> While I can't help you on the mean, I would like to use the opportunity to
> raise a request for support to track when the high and the low occurred in a
> bar, something like highTime and lowTime.

As with Garrett's earlier reply for the mean, period.apply may be used
to get the index of the value that made the high or low.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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